Efficiency of MM- and \(\tau\)-estimates for finite sample size

DOI10.1016/0167-7152(94)90009-4zbMath0791.62033OpenAlexW1995538196MaRDI QIDQ1324566

Ana M. Bianco, Jorge G. Adrover, Víctor J. Yohai

Publication date: 5 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90009-4

zbMATH Keywords

simulationsrobust regressionrelative efficiencyrobust scalehigh efficiencyhigh breakdown-pointMM-estimatesleast squares estimateregression estimatefinite sample sizenormal errorstau-estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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On Fréchet's upper bounds on the sampling variability of the median, A Monte Carlo comparison of several high breakdown and efficient estimators, Unconventional features of positive-breakdown estimators

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• A note on high-breakdown estimators
• A note on efficient regression estimators with positive breakdown point
• Aspects of robust linear regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• A General Qualitative Definition of Robustness
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